backtest | Topic | Ecosyste.ms: Repos

Topic: "backtest"

myhhub/stock

stock股票.获取股票数据,计算股票指标,筹码分布,识别股票形态,综合选股,选股策略,股票验证回测,股票自动交易,支持PC及移动设备。

Language: Python - Size: 23.1 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 8,990 - Forks: 1,745

ricequant/rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

Language: Python - Size: 35.6 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 5,715 - Forks: 1,650

refraction-ray/xalpha

基金投资管理回测引擎

Language: Python - Size: 11 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 2,211 - Forks: 449

Yvictor/TradingGym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

Language: Python - Size: 17 MB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 1,694 - Forks: 355

ivopetiz/algotrading

Algorithmic trading framework for cryptocurrencies.

Language: Python - Size: 981 KB - Last synced at: 29 days ago - Pushed at: 12 months ago - Stars: 1,296 - Forks: 189

michaelchu/optopsy

A nimble options backtesting library for Python

Language: Python - Size: 8.87 MB - Last synced at: 7 days ago - Pushed at: 12 months ago - Stars: 1,130 - Forks: 178

rolling-panda-san/notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Language: Jupyter Notebook - Size: 3.96 GB - Last synced at: about 20 hours ago - Pushed at: about 21 hours ago - Stars: 609 - Forks: 97

physercoe/starquant

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

Language: C++ - Size: 76.1 MB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 554 - Forks: 167

coinrust/crex

A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.

Language: Go - Size: 1.82 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 530 - Forks: 158

happydasch/btplotting

btplotting provides plotting for backtests, optimization results and live data from backtrader.

Language: Python - Size: 850 KB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 364 - Forks: 90

lukstei/trading-backtest

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

Language: Java - Size: 165 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 313 - Forks: 140

devalpha-io/devalpha-node 📦

A stream-based approach to algorithmic trading and backtesting in Node.js

Language: TypeScript - Size: 1.07 MB - Last synced at: 4 days ago - Pushed at: over 4 years ago - Stars: 244 - Forks: 40

xFFFFF/Gekko-BacktestTool

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

Language: Perl - Size: 2.6 MB - Last synced at: 3 months ago - Pushed at: over 5 years ago - Stars: 232 - Forks: 85

xFFFFF/Gekko-Datasets

Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

Language: Perl - Size: 46.9 KB - Last synced at: 3 months ago - Pushed at: about 7 years ago - Stars: 171 - Forks: 42

dysonance/Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

Language: Julia - Size: 741 KB - Last synced at: about 1 month ago - Pushed at: about 4 years ago - Stars: 163 - Forks: 37

neilsmurphy/backtrader_template

Basic template for managing Backtrader backtests.

Language: Python - Size: 15.4 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 153 - Forks: 49

philippe-ostiguy/PyBacktesting

🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.

Language: Python - Size: 6.26 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 99 - Forks: 41

sklinkert/at

Automated Trader (at). This is a framework for building trading bots.

Language: Go - Size: 14.1 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 76 - Forks: 13

nkaz001/market-making-backtest

algo trading backtesting on BitMEX

Language: Jupyter Notebook - Size: 15 MB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 76 - Forks: 26

calumrussell/rotala

Backtesting engine written in Rust

Language: Rust - Size: 985 KB - Last synced at: 16 days ago - Pushed at: 4 months ago - Stars: 75 - Forks: 11

crypto-chassis/cryptochassis-data-api-docs

A REST API providing snapshot, tick, and aggregated market data for crypto-currencies

Size: 53.7 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 72 - Forks: 12

wynfred/presso

Event-driven backtest/realtime quantitative trading system.

Language: Python - Size: 266 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 70 - Forks: 20

MathisWellmann/lfest-rs

Leveraged Futures Exchange for Simulated Trading

Language: Rust - Size: 7.22 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 68 - Forks: 15

quantfreedom/QuantFreedom

Professional Backtesting Engine for crypto, stocks and forex

Language: Jupyter Notebook - Size: 71.6 MB - Last synced at: 18 days ago - Pushed at: 26 days ago - Stars: 65 - Forks: 34

MOEX API AlgoPack integration with Backtrader. На данных с биржи MOEX теперь можно создавать полноценные торговые стратегии. Проводить Backtesting и делать Live торговлю через брокеров Алор, Финам и тех, у кого есть торговый терминал Quik.

Language: Python - Size: 118 KB - Last synced at: 18 days ago - Pushed at: over 1 year ago - Stars: 63 - Forks: 33

woung717/backtest-manager-vscode

Backtest manager in VSCode Extension

Language: TypeScript - Size: 2.47 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 61 - Forks: 13

nntaoli-project/goex_backtest

量化交易回测系统，模拟交易撮合

Language: Go - Size: 911 KB - Last synced at: 5 days ago - Pushed at: over 4 years ago - Stars: 55 - Forks: 19

Optixal/CryptoInscriber

:chart_with_upwards_trend: A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.

Language: Python - Size: 8.79 KB - Last synced at: about 4 hours ago - Pushed at: over 7 years ago - Stars: 50 - Forks: 6

10mohi6/stock-pairs-trading-python

stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

Language: Python - Size: 93.8 KB - Last synced at: 12 days ago - Pushed at: almost 2 years ago - Stars: 37 - Forks: 11

simple-trade/simple-czsc

Simple缠论量化工具集

Language: Python - Size: 95.7 KB - Last synced at: 18 days ago - Pushed at: about 3 years ago - Stars: 37 - Forks: 17

10mohi6/oanda-bot-python

oanda-bot is a python library for automated trading bot with oanda rest api on Python 3.6 and above.

Language: Python - Size: 85 KB - Last synced at: 4 days ago - Pushed at: over 2 years ago - Stars: 35 - Forks: 18

rosasurfer/mt4-expander

DLL extension for the MetaTrader MQL4 framework

Language: C++ - Size: 8.61 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 34 - Forks: 28

Erfaniaa/crypto-portfolio-optimizer

Cryptocurrency portfolio optimizer and simulator (Which coins to buy during a Bitcoin bull run?)

Language: Python - Size: 37.1 KB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 32 - Forks: 2

naripok/cryptotrader 📦

This repo contains a cryptocurrency trading environment and agents

Language: Python - Size: 33.2 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 30 - Forks: 17

doongz/ChickenFarm

非专业养🐥户，统计购买和卖出操作，分析持仓和收益，爬取基金净值，各种定投算法回测分析。

Language: Python - Size: 8.88 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 29 - Forks: 10

10mohi6/portfolio-backtest-python

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Language: Python - Size: 1.1 MB - Last synced at: 14 days ago - Pushed at: about 4 years ago - Stars: 29 - Forks: 3

chen-001/pure_ocean_breeze

众人的因子回测框架 stock factor test

Language: Python - Size: 4 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 28 - Forks: 9

Marfusios/simple-backtester

📈 A simple backtester for OHLC data

Language: HTML - Size: 4.02 MB - Last synced at: 4 months ago - Pushed at: over 1 year ago - Stars: 27 - Forks: 10

martinv13/shiny-futures

A Shiny app to work with future contracts data

Language: R - Size: 2.06 MB - Last synced at: about 2 months ago - Pushed at: about 8 years ago - Stars: 23 - Forks: 10

ArthurBernard/Fynance

Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.

Language: Python - Size: 4.75 MB - Last synced at: 11 days ago - Pushed at: about 1 year ago - Stars: 22 - Forks: 5

Strategeable/strategeable-trader

Advanced (crypto) trading bot that enables you to create complex trading strategies and automate them

Language: Go - Size: 572 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 22 - Forks: 14

mmmaaaggg/IBATS_HuobiTrader_old

【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。Auto Backtest Analysis Trade Framework 支持期货、数字货币进行量化交易，集成回测、分析、交易于一体。当前项目主要用于数字货币使用。

Language: Python - Size: 449 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 21 - Forks: 9

simaki/epymetheus 📦

Moved Permanently: https://github.com/epymetheus/epymetheus

Language: Python - Size: 6.09 MB - Last synced at: over 2 years ago - Pushed at: about 4 years ago - Stars: 21 - Forks: 5

mrtoronto/stock_backtester

Stock trading strategy back-tester

Language: Python - Size: 33.2 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 20 - Forks: 6

Artimatic/td-algorithmic-trading-in-angular

Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular

Language: TypeScript - Size: 5.74 MB - Last synced at: 16 days ago - Pushed at: about 1 year ago - Stars: 19 - Forks: 16

k66inthesky/TW-stock

提供台股逾10年資料，及完整爬蟲程式。

Language: Python - Size: 57.8 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 18 - Forks: 6

raphant/lazyft

A convenient FreqTrade wrapper-library that makes it easy to develop algorithmic trading strategies.

Language: Python - Size: 98.8 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 17 - Forks: 5

rainfu/xcoin

Next Generation Trading Bot

Language: JavaScript - Size: 2.01 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 17 - Forks: 6

Arech/t18 📦

Algotrading framework for C++17

Language: C++ - Size: 32.2 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 17 - Forks: 10

nanvel/cipher-bt

Trading strategy backtesting framework with focus on position adjustment in a session scope.

Language: Python - Size: 4.4 MB - Last synced at: 3 days ago - Pushed at: about 1 month ago - Stars: 16 - Forks: 1

xzmeng/binance-history 📦

Fetch klines and trades data from binance.

Language: Python - Size: 135 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 15 - Forks: 8

10mohi6/oanda-backtest-python

oanda-backtest is a python library for backtest with oanda fx trade rest api on Python 3.6 and above.

Language: Python - Size: 382 KB - Last synced at: 11 days ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 8

rafa-rod/vartests

Statistical tests for Value at Risk (VaR) Models.

Language: Python - Size: 98.6 KB - Last synced at: 11 months ago - Pushed at: almost 2 years ago - Stars: 13 - Forks: 6

backtestjs/framework

Backtesting trading strategies in TypeScript / JavaScript.

Language: TypeScript - Size: 2.85 MB - Last synced at: 16 days ago - Pushed at: about 2 months ago - Stars: 12 - Forks: 2

10mohi6/bitmex-backtest-python

bitmex-backtest is a python library for backtest with bitmex fx trade rest api on Python 3.7 and above.

Language: Python - Size: 316 KB - Last synced at: 4 days ago - Pushed at: over 2 years ago - Stars: 12 - Forks: 4

yooce/MagicalNuts

C#による投資検証ライブラリ

Language: C# - Size: 1.52 MB - Last synced at: 14 days ago - Pushed at: over 3 years ago - Stars: 12 - Forks: 2

Petersoj/AlpacaJavaBacktest 📦

A java stock trading algorithm backtester for users of Alpaca.markets and Polygon.io

Language: Java - Size: 556 KB - Last synced at: 3 days ago - Pushed at: about 5 years ago - Stars: 12 - Forks: 14

replacementAI/A-Backtest-A-Day

Join me everyday as I backtest a different quant strategy for the markets!

Language: Jupyter Notebook - Size: 21.3 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 11 - Forks: 1

10mohi6/bybit-backtest-python

bybit-backtest is a python library for backtest with bybit fx trade on Python 3.7 and above.

Language: Python - Size: 48.8 KB - Last synced at: 10 days ago - Pushed at: about 4 years ago - Stars: 10 - Forks: 4

AlexLJC/xtraderbacktest

This project is a backtest system for trading strategy.

Language: Python - Size: 31.2 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 9 - Forks: 3

nix1/bye

Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

Language: Python - Size: 29.3 KB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 1

alm0ra/trade-engine 📦

a package for demo trading backtest & forward testing

Language: Python - Size: 681 KB - Last synced at: 13 days ago - Pushed at: over 3 years ago - Stars: 9 - Forks: 0

10mohi6/stock-backtest-python

stock-backtest is a python library for stock technical analysis backtest on Python 3.7 and above.

Language: Python - Size: 65.4 KB - Last synced at: 12 days ago - Pushed at: about 4 years ago - Stars: 9 - Forks: 3

bbalouki/bbstrader

Simplified Investment & Trading Toolkit

Language: Python - Size: 13.6 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 8 - Forks: 2

yiliuyan161/gmcache

掘金量化数据API缓存加速库

Language: Jupyter Notebook - Size: 889 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 7 - Forks: 2

EarnForex/Spike-Trader

Spike Trader is a long-term price action expert advisor that fares well on the daily timeframe of USD/CAD.

Language: MQL4 - Size: 23.4 KB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 7 - Forks: 3

rossrobino/backtester

Easily backtest simple volatility trading strategies online

Language: Svelte - Size: 564 KB - Last synced at: about 2 months ago - Pushed at: about 2 years ago - Stars: 6 - Forks: 2

tradepython/pixiu

Language: Python - Size: 1.5 MB - Last synced at: about 2 months ago - Pushed at: 3 months ago - Stars: 5 - Forks: 1

ajitnilakantan/backest-portfolio

Jupyter Python notebook to backtest a portfolio, with option to rebalance yearly

Language: Jupyter Notebook - Size: 1.04 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 3

milliyang/noise

A Backtest or Trading Framework with C++

Language: C++ - Size: 16.2 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 0

DFMichelangelo/BackTestify-Backtester-Engine

Backtesting platform for algorithmic trading strategies

Language: Python - Size: 353 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 2

sjquant/rofa

Rofa is abbreviation for 'Robust Factor'

Language: Python - Size: 773 KB - Last synced at: 3 days ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1

RuzhiyKot/Trading_Against_Individuals_in_the_Stock_Market

В данном репозитории хранятся файлы проекта

Language: HTML - Size: 8.9 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

10mohi6/jquants-pairs-trading-python

jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.

Language: Python - Size: 218 KB - Last synced at: 15 days ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 1

EarnForex/Heiken-Ashi-Naive

Heiken Ashi Naive uses a naive reverse Heiken Ashi strategy and sometimes turns up somewhat profitable.

Language: MQL4 - Size: 52.7 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 1

Super-Thomas/Backtest_for_indicators_of_Tradingview

You can do Backtest for indicators of Tradingview using this python script.

Language: Python - Size: 16.6 KB - Last synced at: almost 2 years ago - Pushed at: almost 3 years ago - Stars: 4 - Forks: 3

systemathics/notebook-examples

Sample Jupyter notebooks targeting Ganymede gRPC API

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: about 2 months ago - Pushed at: 3 months ago - Stars: 3 - Forks: 3

Tpessia/invest-tester

Simulate asset allocations, optimize investment portfolios and backtest algo trading strategies

Language: TypeScript - Size: 668 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 3 - Forks: 0

10mohi6/jquants-algo-python

jquants-algo is a python library for algorithmic trading with japanese stock trade using J-Quants on Python 3.8 and above.

Language: Python - Size: 541 KB - Last synced at: 12 days ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

yfiua/quant-machine-sp500

Quant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)

Language: HTML - Size: 438 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

Naoghuman/MQL5_Strategy_Session_BreakOut_London

Contains scripts (analysis) and tools in context from the trading strategy 'Session-BreakOut London'.

Language: MQL5 - Size: 68.4 KB - Last synced at: 4 months ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 0

angrycarrots/lean-lite

A hack to enable options data generation and backtesting in QuantConnect Lean

Language: HTML - Size: 273 KB - Last synced at: 11 months ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 2

titouannwtt/Analyseur-PBM

Analyseur-PBM, pour "Analyse de Paramètres de Backtests par Mois" est un outil d'analyse pour du trading de Crypto-monnaie. Il centralise un ensemble de résultats provenant de backtests réalisés en amont sur une période de 1 mois. Il va récupérer les résultats de chaque mois, croiser les paramètres d'entrée et faire des moyennes de performances tout mois confondue. Les résultats permettront donc de repérer les sur-optimisations sur des périodes spécifiques et de déterminer les paramètres qui sortent du lot et sont majoritairement toujours gagnant.

Language: Python - Size: 149 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 5

10mohi6/gmocoin-backtest-python

gmocoin-backtest is a python library for backtest with gmocoin fx btc trade technical analysis on Python 3.7 and above.

Language: Python - Size: 78.1 KB - Last synced at: 13 days ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 0

Papiniko/agent-rules

Agent Rules offers a set of reusable guidelines for AI coding assistants, enhancing development efficiency. Explore actionable workflows and code quality checks to streamline your projects. 🛠️📁

Language: Shell - Size: 344 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 2 - Forks: 1

systemathics/sdk-python

Auto generated stubs for Systemathics Ganymede gRPC APIs (python)

Language: Python - Size: 724 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 2 - Forks: 0

FatherMonkey916/AI_Trading_DToDv2.1_Backtest

AI Trading Bot | Data To Dollar V2.1 | DToD Bot | Main Features : 1. Short-term price prediction using the TimeMixer++ model 2. Pattern detection implemented with the YOLO model 3. Customizable technical indicators 4. Integration of popular indicators such as RSI and MACD

Size: 46.1 MB - Last synced at: 8 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0